+82.3%
PFGC vs CASY
+161.8%
-79.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | +3.4% | +3.6% | -0.1% | +2.6% |
| 30D | +16.9% | +9.1% | +7.9% | +14.8% |
| 3M | +6.4% | -16.5% | +22.9% | +10.1% |
| 6M | +16.0% | -19.7% | +35.7% | +21.0% |
| YTD | +23.6% | +29.3% | -5.6% | +11.7% |
| 1Y | +16.6% | +33.1% | -16.5% | +4.4% |
| 3Y | +82.3% | +158.5% | -76.2% | +33.6% |
| All | +82.3% | +161.8% | -79.5% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling